Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 5,56% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 302 310 | 302 310 | 52 882 CHF | 55 905 CHF | 98,85% | 98,85% |
16/07/2024 | 6,82% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 371 277 | 371 277 | 52 557 CHF | 56 270 CHF | 99,39% | 99,39% |
15/07/2024 | 7,38% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 399 481 | 399 480 | 52 153 CHF | 56 147 CHF | 99,39% | 99,39% |
12/07/2024 | 7,64% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 410 098 | 410 098 | 51 614 CHF | 55 715 CHF | 99,07% | 99,07% |
11/07/2024 | 7,48% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 403 441 | 403 441 | 51 916 CHF | 55 950 CHF | 97,58% | 97,58% |
10/07/2024 | 7,60% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 408 001 | 408 001 | 51 665 CHF | 55 745 CHF | 95,47% | 95,47% |
09/07/2024 | 7,68% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 410 400 | 410 400 | 51 445 CHF | 55 549 CHF | 99,06% | 99,06% |
08/07/2024 | 7,44% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 402 227 | 402 227 | 52 061 CHF | 56 084 CHF | 99,24% | 99,24% |
05/07/2024 | 7,62% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 411 514 | 411 514 | 51 972 CHF | 56 087 CHF | 99,38% | 99,38% |
04/07/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 399 | 425 399 | 50 894 CHF | 55 148 CHF | 99,39% | 99,39% |